14
H index
17
i10 index
1137
Citations
Universitetet i Stavanger (99% share) | 14 H index 17 i10 index 1137 Citations RESEARCH PRODUCTION: 45 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Molnár. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
Post-Print / HAL | 2 |
Year | Title of citing document | |
---|---|---|
2022 | Betting on mean reversion in the VIX? Evidence from ETP flows. (2022). Posselt, Anders Merrild ; Nielsen, Ole Linnemann. In: CREATES Research Papers. RePEc:aah:create:2022-06. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957. Full description at Econpapers || Download paper | |
2021 | Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352. Full description at Econpapers || Download paper | |
2021 | Long vs Short Time Scales: the Rough Dilemma and Beyond. (2020). Grasselli, Martino ; Garcin, Matthieu. In: Papers. RePEc:arx:papers:2008.07822. Full description at Econpapers || Download paper | |
2021 | Time-varying properties of asymmetric volatility and multifractality in Bitcoin. (2021). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2102.07425. Full description at Econpapers || Download paper | |
2021 | Power-Law Return-Volatility Cross Correlations of Bitcoin. (2021). Takaishi, T. In: Papers. RePEc:arx:papers:2102.08187. Full description at Econpapers || Download paper | |
2022 | Re-investigating the oil-food price co-movement using wavelet analysis. (2021). Mastroeni, Loretta ; Vellucci, Pierluigi ; Quaresima, Greta. In: Papers. RePEc:arx:papers:2104.11891. Full description at Econpapers || Download paper | |
2021 | On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12334. Full description at Econpapers || Download paper | |
2021 | Bitcoin option pricing: A market attention approach. (2021). Roux, Alet ; Guinea, Alvaro. In: Papers. RePEc:arx:papers:2107.12447. Full description at Econpapers || Download paper | |
2021 | Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic. (2021). Noda, Akihiko. In: Papers. RePEc:arx:papers:2109.02933. Full description at Econpapers || Download paper | |
2021 | Causal effect of regulated Bitcoin futures on volatility and volume. (2021). Mealli, Fabrizia ; Cipollini, Fabrizio ; Menchetti, Fiammetta. In: Papers. RePEc:arx:papers:2109.15052. Full description at Econpapers || Download paper | |
2021 | Cryptocurrency Market Consolidation in 2020--2021. (2021). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2112.06552. Full description at Econpapers || Download paper | |
2022 | Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760. Full description at Econpapers || Download paper | |
2022 | The Price and Cost of Bitcoin. (2022). Gordon, Steven R ; Marthinsen, John E. In: Papers. RePEc:arx:papers:2204.13102. Full description at Econpapers || Download paper | |
2022 | The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horv, Mat'Uvs ; Stavsek, Daniel ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2205.05985. Full description at Econpapers || Download paper | |
2022 | Russias Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. (2022). Pl, Tom'Avs ; Ly, Vstefan. In: Papers. RePEc:arx:papers:2205.09179. Full description at Econpapers || Download paper | |
2021 | Asymmetric Impact of COVID-19 on Chinas Stock Market Volatility - Media Effect or Fact?. (2021). Li, Xin. In: Asian Economics Letters. RePEc:ayb:jrnael:47. Full description at Econpapers || Download paper | |
2022 | Banking in the shadow of Bitcoin? The institutional adoption of cryptocurrencies. (2022). Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc ; Auer, Raphael. In: BIS Working Papers. RePEc:bis:biswps:1013. Full description at Econpapers || Download paper | |
2021 | Distrust or speculation? the socioeconomic drivers of U.S. cryptocurrency investments. (2021). Auer, Raphael ; Tercero-Lucas, David. In: BIS Working Papers. RePEc:bis:biswps:951. Full description at Econpapers || Download paper | |
2021 | Does policy uncertainty of the blockchain dampen ICO markets?. (2021). Aerts, Walter ; Zheng, Jianming ; Zhang, Dunli. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1625-1637. Full description at Econpapers || Download paper | |
2022 | Positive tone and initial coin offering. (2022). Chen, Zishan ; Zhang, Dunli ; Aerts, Walter. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2237-2266. Full description at Econpapers || Download paper | |
2021 | WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407. Full description at Econpapers || Download paper | |
2022 | Liquidity Fluctuations in Over?the?Counter Markets. (2022). Maurin, Vincent. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1325-1369. Full description at Econpapers || Download paper | |
2021 | Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?. (2021). Zopounidis, Constantin ; King, Timothy ; Koutmos, Dimitrios. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:815-837. Full description at Econpapers || Download paper | |
2022 | The hedge asset for BRICS stock markets: Bitcoin, gold or VIX. (2022). Roubaud, David ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316. Full description at Econpapers || Download paper | |
2021 | The Determinants of the Volatility in Cryptocurrency Markets: The Bitcoin Case. (2021). Akkaya, Murat. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:35:y:2021:i:1:p:87-97. Full description at Econpapers || Download paper | |
2022 | Trading Volume and Liquidity Provision in Cryptocurrency Markets. (2022). Dickerson, Alexander ; Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp730. Full description at Econpapers || Download paper | |
2021 | Distrust or Speculation? The Socioeconomic Drivers of U.S. Cryptocurrency Investments. (2021). Tercero-Lucas, David ; Auer, Raphael A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9287. Full description at Econpapers || Download paper | |
2021 | Bitcoin and the South Sea Company: A comparative analysis. (2021). Fernandez, Amilcar Orlian ; Demmler, Michael . In: Revista Finanzas y Politica Economica. RePEc:col:000443:019660. Full description at Econpapers || Download paper | |
2021 | Bitcoin An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_030. Full description at Econpapers || Download paper | |
2021 | Hedge and safe haven status of Bitcoin: copula-DCC approach. (2021). Zhuo, Juanjuan ; Kumamoto, Masao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00425. Full description at Econpapers || Download paper | |
2021 | Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507. Full description at Econpapers || Download paper | |
2021 | The Effect of the COVID-19 Pandemic on Stock Prices with the Event Window Approach: A Case Study of State Gas Companies, in the Energy Sector. (2021). , Supriyanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-19. Full description at Econpapers || Download paper | |
2022 | The Interaction of Major Crypto-assets, Clean Energy, and Technology Indices in Diversified Portfolios. (2022). Ozay, Tugba ; Umut, Alican ; Ozdurak, Caner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-54. Full description at Econpapers || Download paper | |
2021 | Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567. Full description at Econpapers || Download paper | |
2021 | The energy-water nexus of Chinaâs interprovincial and seasonal electric power transmission. (2021). Scherer, Laura ; Tukker, Arnold ; Behrens, Paul ; Jin, YI. In: Applied Energy. RePEc:eee:appene:v:286:y:2021:i:c:s0306261921000544. Full description at Econpapers || Download paper | |
2021 | Energy trading efficiency in the US Midcontinent electricity markets. (2021). Zarnikau, J ; Woo, C K ; Tsai, C H ; Qi, H S ; Cao, K H. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008886. Full description at Econpapers || Download paper | |
2021 | A novel method for online real-time forecasting of crude oil price. (2021). Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009648. Full description at Econpapers || Download paper | |
2022 | Energy storage to solve the diurnal, weekly, and seasonal mismatch and achieve zero-carbon electricity consumption in buildings. (2022). Zhang, Tao ; Liu, Xiaohua ; Kuang, Zhonghong ; Chen, QI. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922002008. Full description at Econpapers || Download paper | |
2021 | Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303828. Full description at Econpapers || Download paper | |
2021 | Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). GUPTA, RANGAN ; Gabauer, David ; Tiwari, Aviral Kumar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071. Full description at Econpapers || Download paper | |
2021 | The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures. (2021). Ghafoor, Abdul ; Sifat, Imtiaz ; Ah, Abdollah. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000423. Full description at Econpapers || Download paper | |
2021 | Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551. Full description at Econpapers || Download paper | |
2021 | Does Bitcoin React to Trumpâs Tweets?. (2021). Duc, Toan Luu. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000903. Full description at Econpapers || Download paper | |
2022 | Intraday Trading of Precious Metals Futures Using Algorithmic Systems. (2022). Gil, Cohen. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921010304. Full description at Econpapers || Download paper | |
2022 | Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets. (2022). Ling, Meijun ; Cao, Guangxi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010250. Full description at Econpapers || Download paper | |
2021 | Strategic insider trading in foreign exchange markets. (2021). Szilagyi, Peter ; Batten, Jonathan ; Lonarski, Igor. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119920302625. Full description at Econpapers || Download paper | |
2021 | Limitations of imitation: Lessons from another Bitcoin copycat. (2021). Liu, Zhangxin ; Cahill, Daniel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001139. Full description at Econpapers || Download paper | |
2021 | Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:238-252. Full description at Econpapers || Download paper | |
2021 | Contagion and portfolio management in times of COVID-19. (2021). karamti, chiraz ; Belhassine, Olfa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:73-86. Full description at Econpapers || Download paper | |
2021 | Impacts of asymmetry on forecasting realized volatility in Japanese stock markets. (2021). Ota, Yasushi ; Maki, Daiki. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s026499932100122x. Full description at Econpapers || Download paper | |
2021 | Returns, volatility and the cryptocurrency bubble of 2017â18. (2021). Cross, Jamie ; Trinh, Kelly ; Hou, Chenghan. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002327. Full description at Econpapers || Download paper | |
2021 | BitCoin: A new basket for eggs?. (2021). Tao, Ran ; Su, Chi-Wei ; Qin, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:896-907. Full description at Econpapers || Download paper | |
2021 | Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20. Full description at Econpapers || Download paper | |
2021 | Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:21-34. Full description at Econpapers || Download paper | |
2021 | Intervention analysis based on exponential smoothing methods: Applications to 9/11 and COVID-19 effects. (2021). Lee, Kiseop ; Seong, Byeongchan. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:290-301. Full description at Econpapers || Download paper | |
2021 | Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market. (2021). ben Ameur, Hachmi ; Ftiti, Zied ; Louhichi, Wael. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000675. Full description at Econpapers || Download paper | |
2021 | Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis. (2021). Shahbaz, Muhammad ; Hau, Liya ; Sun, Wuqin ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030187x. Full description at Econpapers || Download paper | |
2021 | The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984. Full description at Econpapers || Download paper | |
2021 | Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Suleman, Tahir ; Nekhili, Ramzi ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302126. Full description at Econpapers || Download paper | |
2021 | Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030228x. Full description at Econpapers || Download paper | |
2021 | Timeâfrequency quantile dependence between Bitcoin and global equity markets. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369. Full description at Econpapers || Download paper | |
2021 | Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. (2021). Ng, Kooi-Huat ; Koh, You-Beng ; Tan, Chia-Yen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000164. Full description at Econpapers || Download paper | |
2021 | Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; BÄdowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243. Full description at Econpapers || Download paper | |
2021 | Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188. Full description at Econpapers || Download paper | |
2021 | Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence. (2021). Pérez-RodrÃÂguez, Jorge ; Perez-Rodriguez, Jorge V ; Rachinger, Heiko ; Andrada-Felix, Julian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100067x. Full description at Econpapers || Download paper | |
2021 | Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Sheu, Chwen ; Hsu, Shu-Han ; Yoon, Jiho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711. Full description at Econpapers || Download paper | |
2021 | Factors affecting institutional investors to add crypto-currency to asset portfolios. (2021). Li, Weiping ; Shin, Ho Young ; Dedahanov, Alisher Tohirovich ; Sun, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001194. Full description at Econpapers || Download paper | |
2021 | Retaliation in Bitcoin networks. (2021). Hansen, Henri ; Kanniainen, Juho ; Lepomaki, Laura. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521000999. Full description at Econpapers || Download paper | |
2021 | Inflation and Bitcoin: A descriptive time-series analysis. (2021). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001257. Full description at Econpapers || Download paper | |
2021 | Bitcoin: Bubble that bursts or Gold that glitters?. (2021). Morone, Andrea ; Caferra, Rocco ; Tedeschi, Gabriele. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002196. Full description at Econpapers || Download paper | |
2021 | Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies. (2021). Xie, Tian ; Qiu, Yue ; Wang, Yifan. In: Economics Letters. RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003694. Full description at Econpapers || Download paper | |
2021 | Bitcoin mining activity and volatility dynamics in the power market. (2021). GUPTA, RANGAN ; Demirer, Riza ; Karmakar, Sayar. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003888. Full description at Econpapers || Download paper | |
2022 | Leaving well-worn paths: Reversal of the investment-uncertainty relationship and flexible biogas plant operation. (2022). Lukas, Elmar ; Kupfer, Stefan ; Lauven, Lars-Peter ; Briest, Gordon. In: European Journal of Operational Research. RePEc:eee:ejores:v:300:y:2022:i:3:p:1162-1176. Full description at Econpapers || Download paper | |
2021 | Tracking performance of VIX futures ETPs. (2021). Zhang, Jin E ; Gehricke, Sebastian A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:103-117. Full description at Econpapers || Download paper | |
2021 | Trading activity and price discovery in Bitcoin futures markets. (2021). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120. Full description at Econpapers || Download paper | |
2021 | Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201. Full description at Econpapers || Download paper | |
2021 | What drives volatility of the U.S. oil and gas firms?. (2021). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100270x. Full description at Econpapers || Download paper | |
2021 | Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Li, Jingyu ; Qian, Tao ; Liu, Ranran ; Xie, Qiwei. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003704. Full description at Econpapers || Download paper | |
2021 | Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394. Full description at Econpapers || Download paper | |
2021 | An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576. Full description at Econpapers || Download paper | |
2022 | Oil price volatility predictability: New evidence from a scaled PCA approach. (2022). Ma, Feng ; Liang, Chao ; He, Feng ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005648. Full description at Econpapers || Download paper | |
2022 | Intertemporal effects of imperfect competition through forward contracts in wholesale electricity markets. (2022). Gallego, Camilo A. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s014098832200024x. Full description at Econpapers || Download paper | |
2022 | A clean, green haven?âExamining the relationship between clean energy, clean and dirty cryptocurrencies. (2022). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001281. Full description at Econpapers || Download paper | |
2021 | Modelling the volatility of TOCOM energy futures: A regime switching realised volatility approach. (2021). Marsh, Ian W ; Huang, Chih-Yueh ; Alizadeh, Amir H. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302063. Full description at Econpapers || Download paper | |
2021 | Capturing the power options smile by an additive two-factor model for overlapping futures prices. (2021). Vargiolu, Tiziano ; Schmeck, Maren Diane ; Piccirilli, Marco. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303467. Full description at Econpapers || Download paper | |
2021 | Global financial uncertainties and Chinaâs crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542. Full description at Econpapers || Download paper | |
2021 | Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000852. Full description at Econpapers || Download paper | |
2021 | Green capacity investment under subsidy withdrawal risk. (2021). Kort, Peter ; Hagspiel, Verena. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s014098832100164x. Full description at Econpapers || Download paper | |
2021 | Cash holdings and oil price uncertainty exposures. (2021). Tong, Xinle ; Wang, Yudong ; Wu, XI. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002085. Full description at Econpapers || Download paper | |
2021 | The effect of regulatory uncertainty in green certificate markets: Evidence from the Swedish-Norwegian market. (2021). Ganhammar, Kajsa. In: Energy Policy. RePEc:eee:enepol:v:158:y:2021:i:c:s0301421521004535. Full description at Econpapers || Download paper | |
2021 | Valuing the option to prototype: A case study with Generation Integrated Energy Storage. (2021). Locatelli, Giorgio ; Lai, Chun Sing. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220323975. Full description at Econpapers || Download paper | |
2021 | Cooperation risk of oil and gas resources between China and the countries along the Belt and Road. (2021). Li, Deqiang ; Zhao, Laijun ; Sun, Wenjun ; Wang, Chenchen ; Xue, Jian ; Guo, Xiaopeng. In: Energy. RePEc:eee:energy:v:227:y:2021:i:c:s0360544221006940. Full description at Econpapers || Download paper | |
2022 | Effects of green bonds on Taiwans bioenergy development. (2022). Kung, Shan-Shan ; Yang, Yunxia ; Lan, Xiaolong ; Chang, Meng-Shiuh. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221018156. Full description at Econpapers || Download paper | |
2022 | Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Suleman, Muhammad Tahir ; Niu, Zibo ; Liu, Yuanyuan ; Zhang, Hongwei ; Yin, Libo. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272. Full description at Econpapers || Download paper | |
2022 | Forecasting automobile gasoline demand in Australia using machine learning-based regression. (2022). Hensher, David A ; Zhou, BO ; Li, Zheng. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221025603. Full description at Econpapers || Download paper | |
2022 | Are energy metals hedges or safe havens for clean energy stock returns?. (2022). Bouri, Elie ; Dutta, Anupam ; Gustafsson, Robert. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pa:s0360544221029571. Full description at Econpapers || Download paper | |
2021 | Business families in times of crises: The backbone of family firm resilience and continuity. (2021). Frank, Hermann ; Calabro, Andrea ; Suess-Reyes, Julia ; Minichilli, Alessandro. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:12:y:2021:i:2:s1877858521000231. Full description at Econpapers || Download paper | |
2021 | Investor attention and global market returns during the COVID-19 crisis. (2021). Smales, L A. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302593. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2013 | Taxâ⬠adjusted Discount Rates: a General Formula under Constant Leverage Ratios In: European Financial Management. [Full Text][Citation analysis] | article | 0 |
2011 | Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
2011 | Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | Uniform price auctions with profit maximizing seller In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2015 | Characteristics of Norwegian Rights Issues In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2021 | Residual electricity demand: An empirical investigation In: Applied Energy. [Full Text][Citation analysis] | article | 3 |
2020 | Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
2016 | Electricity consumption modelling: A case of Germany In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
2019 | Asymmetric volatility in equity markets around the world In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 11 |
2019 | Range-based DCC models for covariance and value-at-risk forecasting In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 5 |
2015 | A comparison of implied and realized volatility in the Nordic power forward market In: Energy Economics. [Full Text][Citation analysis] | article | 10 |
2016 | Green electricity investment timing in practice: Real options or net present value? In: Energy. [Full Text][Citation analysis] | article | 31 |
2018 | Determinants of oil and gas investments on the Norwegian Continental Shelf In: Energy. [Full Text][Citation analysis] | article | 5 |
2018 | Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds In: Energy. [Full Text][Citation analysis] | article | 14 |
2012 | Properties of range-based volatility estimators In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 29 |
2015 | The use of real option theory in Scandinavias largest companies In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
2016 | Google searches and stock returns In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 64 |
2016 | Implied volatility index for the Norwegian equity market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
2017 | On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters. [Full Text][Citation analysis] | article | 352 |
2017 | On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 352 | paper | |
2017 | The effect of non-trading days on volatility forecasts in equity markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2018 | Oil market volatility and stock market volatility In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2018 | Bayesian change point analysis of Bitcoin returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 40 |
2019 | Google searches and stock market activity: Evidence from Norway In: Finance Research Letters. [Full Text][Citation analysis] | article | 29 |
2019 | What can explain the price, volatility and trading volume of Bitcoin? In: Finance Research Letters. [Full Text][Citation analysis] | article | 60 |
2020 | Stock market oscillations during the corona crash: The role of fear and uncertainty In: Finance Research Letters. [Full Text][Citation analysis] | article | 16 |
2020 | Fear of the coronavirus and the stock markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
2020 | Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2015 | Price discovery on Bitcoin exchanges In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 146 |
2017 | Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 15 |
2019 | Central bank announcements and realized volatility of stock markets in G7 countries In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2021 | Stock market volatility forecasting: Do we need high-frequency data? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2014 | Forecasting volatility of the U.S. oil market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 93 |
2015 | What daily data can tell us about mutual funds: Evidence from Norway In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2019 | Do political risks harm development of oil fields? In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 2 |
2020 | Understanding risk of bubbles in cryptocurrencies In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 8 |
2020 | Can policy and financial risk predict stock markets? In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 1 |
2022 | Forecasting volatility of Bitcoin In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2016 | Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 2 |
2020 | Determinants of the Forward Premium in the Nord Pool Electricity Market In: Energies. [Full Text][Citation analysis] | article | 0 |
2017 | Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Post-Print. [Citation analysis] | paper | 108 |
2017 | Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 108 | article | |
2018 | The Forward Premium in the Nord Pool Power Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
2022 | Expected Transport Accessibility Improvement and House Prices: Evidence from the Construction of the Worldâs Longest Undersea Road Tunnel In: MUNI ECON Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | SEO cost differences between Europe and the US In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2016 | High-low range in GARCH models of stock return volatility In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
2021 | Economic policies and their effects on financial market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2016 | Volatility forecasting of strategically linked commodity ETFs: gold-silver In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
2019 | Impact of wind and solar production on electricity prices: Quantile regression approach In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 2 |
2017 | VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
2019 | Long?term dynamics of the VIX index and its tradable counterpart VXX In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team